+227.5%
LOW vs INCY
+54.2%
+173.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | -3.7% | -4.2% | +0.4% | -2.9% |
| 30D | -8.9% | +0.6% | -9.4% | -9.0% |
| 3M | -10.4% | +12.6% | -23.1% | -12.7% |
| 6M | -19.4% | +28.3% | -47.7% | -23.5% |
| YTD | -17.1% | +23.0% | -40.1% | -21.0% |
| 1Y | -26.3% | +41.0% | -67.2% | -31.9% |
| 3Y | -9.9% | +88.6% | -98.5% | -23.0% |
| 5Y | +6.1% | +70.8% | -64.7% | -8.2% |
| All | +227.5% | +54.2% | +173.3% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling